+23.8%
TCOM vs KIM
+37.3%
-13.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -10.2% | -1.0% | -9.2% | -9.9% |
| 30D | -16.8% | -1.1% | -15.7% | -16.5% |
| 3M | -16.7% | -5.3% | -11.4% | -15.3% |
| 6M | -27.1% | +3.9% | -31.0% | -28.4% |
| YTD | -45.5% | +20.3% | -65.8% | -49.5% |
| 1Y | -45.9% | +10.4% | -56.3% | -48.2% |
| 3Y | +9.8% | +46.3% | -36.6% | -8.5% |
| 5Y | +23.8% | +37.6% | -13.8% | +10.7% |
| All | +23.8% | +37.3% | -13.5% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling